+815.5%
ASTS vs OWL
-8.9%
+824.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.8% |
| 7D | +2.8% | -2.1% | +5.0% | +4.7% |
| 30D | -28.8% | +11.6% | -40.4% | -33.3% |
| 3M | -48.9% | -13.8% | -35.1% | -44.7% |
| 6M | -55.6% | +7.8% | -63.5% | -58.2% |
| YTD | -49.6% | -25.8% | -23.8% | -39.7% |
| 1Y | -46.1% | -26.5% | -19.6% | -34.5% |
| All | +815.5% | -8.9% | +824.4% | +912.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling